j=1
u
y
j
y
j
x
i
=
n
j=1
u
y
j
a
ji
1
2
Thus,
_
_
v
x
1
.
.
.
v
x
n
_
_
=
_
_
a
11
. . . a
n1
.
.
.
.
.
.
a
1n
. . . a
nn
_
_
_
_
u
y
1
.
.
.
u
y
n
_
_
= O
T
_
_
u
y
1
.
.
.
u
y
n
_
_
D
x
v = O
T
D
y
u
Now,
v = D
x
v D
x
v
= (O
T
D
y
u) (O
T
D
y
u)
= (O
T
D
y
u)
T
O
T
D
y
u
= (D
y
u)
T
(O
T
)
T
O
T
D
y
u
= (D
y
u)
T
OO
T
D
y
u
= (D
y
u)
T
D
y
u because O is orthogonal
= (D
y
u) (D
y
u)
= u(y)
= 0
Problem 3. Modify the proof of the mean value formulas to show for n 3 that
u(0) =
1
n(n)r
n1
_
B(0,r)
gdS +
1
n(n 2)(n)
_
B(0,r)
_
1
x
n2
1
r
n2
_
f dx,
provided
_
_
u = f in B
0
(0, r)
u = g on B(0, r).
Solution: Set
(t) =
1
n(n)t
n1
_
B(0,t)
u(y)dS (y), 0 t < r,
and
(r) =
1
n(n)r
n1
_
B(0,r)
u(y)dS (y) =
1
n(n)r
n1
_
B(0,r)
gdS.
Then,
(t) =
t
n
_
1
(n)t
n
_
B(0,t)
u(y)dy
_
=
t
n
_
1
(n)t
n
_
B(0,t)
f dy
_
=
1
(n)t
n1
_
B(0,t)
f dy.
(See the proof of Thm2)
3
Let > 0 be given.
(1) () = (r)
_
r
(t)dt =
1
n(n)r
n1
_
B(0,r)
gdS
_
r
(t)dt.
Using integration by parts, we compute
_
r
(t)dt =
_
r
1
n(n)t
n1
_
B(0,t)
f dydt
=
1
n(n)
_
r
1
t
n1
_
B(0,t)
f dydt
=
1
n(n)
_
_
1
2 n
1
t
n2
_
B(0,t)
f dy
_
r
_
r
1
2 n
1
t
n2
_
B(0,t)
f dS dt
_
=
1
n(n 2)(n)
_
_
r
1
t
n2
_
B(0,t)
f dS dt
1
r
n2
_
B(0,r)
f dy +
1
n2
_
B(0,)
f dy
_
=:
1
n(n 2)(n)
_
I
1
r
n2
_
B(0,r)
f dy + J
_
.
Observe that
J :
1
n2
_
B(0,)
f dy C
2
, for some constant C > 0
and
_
B(0,)
1
x
n2
f (x)dx =
_
r
0
dt
_
B(0,t)
1
t
n2
f dS.
As 0, I + J
_
B(0,)
1
x
n2
f (x)dx. Thus,
lim
0
_
r
(t)dt =
1
n(n 2)(n)
_
_
B(0,r)
1
x
n2
f (x)dx
1
r
n2
_
B(0,r)
f dy
_
=
1
n(n 2)(n)
_
B(0,r)
_
1
x
n2
1
r
n2
_
f dx.
Therefore, letting 0, we have from (1)
u(0) = (0) =
1
n(n)r
n1
_
B(0,r)
gdS +
1
n(n 2)(n)
_
B(0,r)
_
1
x
n2
1
r
n2
_
f dx.
Problem 4. We say v C
2
(
U) is subharmonic if
v 0 in U.
(a) Prove for subharmonic v that
v(x)
B(x,r)
v dy for all B(x, r) U.
(b) Prove that therefore max
U
v = max
U
v.
(c) Let : R R be smooth and convex. Assume u is harmonic and v := (u). Prove v is
subharmonic.
4
(d) Prove v := Du
2
is subharmonic, whenever u is harmonic.
Solution.
(a) As in the proof of Theorem 2, set (r) :=
B(x,r)
v dS (y) and obtain
(r) =
r
n
B(x,r)
v(y)dy 0.
For 0 < < r,
_
r
(s)ds = (r) () 0.
Hence, (r) lim
0
() = v(x). Therefore,
B(x,r)
v dy =
1
(n)r
n
_
B(x,r)
v dy =
1
(n)r
n
_
r
0
__
B(x,s)
v(z) dS (z)
_
ds
=
1
(n)r
n
_
r
0
n(n)s
n1
(s) ds
1
r
n
_
r
0
ns
n1
v(x) ds = v(x)
(b) We assume that U R
n
is open and bounded. For a moment, we assume also that U is
connected. Suppose that x
0
U is such a point that v(x
0
) = M := max
U
v. Then for
0 < r < dist(x
0
, U),
M = v(x
0
)
B(x
0
,r)
v dy M.
Due to continuity of v, an equality holds only if v M within B(x
0
, r). Therefore, the set
u
1
({M}) U = {x Uu(x) = M} is both open and relatively closed in U. By the connect
edness of U, v is constant within the set U. Hence, it is constant within
U and we conclude
that max
U
v = max
U
v.
Now let {U
i
i I} be the connected components of U. Pick any x U and nd j I
such that x U
j
. We obtain
v(x) max
U
j
v = max
U
j
v max
U
v
and conclude that max
U
v = max
U
v.
(c) For x = (x
1
, ..., x
n
) U and 1 i, j n,
2
v
x
i
x
j
(x) =
2
x
i
x
j
(u(x)) =
(u(x))
u
x
i
(x)
u
x
j
(x) +
(u(x))
2
u
x
i
x
j
(x).
Since is convex, then
(u)
n
i=1
_
u
x
i
_
2
+ u =
(u)
n
i=1
_
u
x
i
_
2
0.
(d) We set v := Du
2
=
n
_
k=1
_
u
x
k
_
2
. For x = (x
1
, ..., x
n
) U and 1 i, j n,
2
v
x
i
x
j
(x) = 2
n
k=1
_
2
u
x
i
x
k
(x)
2
u
x
i
x
j
(x) +
u
x
k
(x)
3
u
x
i
x
j
x
k
(x)
_
.
5
Therefore,
2
v
x
i
2
= 2
n
k=1
_
_
_
2
u
x
i
x
k
_
2
+
u
x
k
x
k
_
2
u
x
i
2
_
_
_
,
v = 2
1i,kn
_
2
u
x
i
x
k
_
2
+
n
k=1
u
x
k
x
k
_
u
_
= 2
1i,kn
_
2
u
x
i
x
k
_
2
0.
Problem 5: Prove that there exists a constant C, depending only on n, such that
max
B(0,1)
u C
_
max
B(0,1)
g + max
B(0,1)
 f 
_
whenever u is a smooth solution of
_
_
u = f in B
0
(0, 1)
u = g on B(0, 1).
Proof: Let M := max
B(0,1)
 f , then we dene v(x) = u(x) +
M
2n
x
2
and w(x) = u(x) +
M
2n
x
2
. We
rst consider v(x) . Note that
v = u M = f M 0.
So, v(x) is a subharmonic funcion.
From Problem 4 (b), we have
max
B(0,1)
v(x) = max
B(0,1)
v(x) max
B(0,1)
g +
M
2n
.
That is
max
B(0,1)
u(x) max
B(0,1)
v(x) max
B(0,1)
g +
1
2n
max
B(0,1)
 f .
Then, for w(x), we have
w = u M = f M 0.
Again, we can get
max
B(0,1)
w(x) = max
B(0,1)
w(x) max
B(0,1)
g +
M
2n
.
i.e.
max
B(0,1)
u(x) max
B(0,1)
w(x) max
B(0,1)
g +
1
2n
max
B(0,1)
 f .
Combining these two together, we nally proved the problem.
Problem 6. Use Poissons formula for the ball to prove
r
n2
r x
(r + x)
n1
u(0) u(x) r
n2
r + x
(r x)
n1
u(0)
whenever u is positive and harmonic in B
0
(0, r). This is an explicit form of Harnacks inequality.
6
Solution.
Since y B(0, r), then x y x + r. Therefore,
u(x) =
r
2
x
2
n(n)r
_
B(0,r)
g(y)
x y
n
dS (y)
r
2
x
2
n(n)r
_
B(0,r)
g(y)
(r + x)
n
dS (y) = r
n2
r x
(r + x)
n1
1
n(n)r
n1
_
B(0,r)
g(y)dS (y)
= r
n2
r x
(r + x)
n1
B(0,r)
g(y)dS (y) = r
n2
r x
(r + x)
n1
u(0)
The inequality u(x) r
n2
r+x
(rx)
n1
u(0) can be proven in a similar way.
Problem 7. Prove Poissons formula for a ball: Assume g C(B(0, r)) and let
u(x) =
r
2
x
2
n(n)r
_
B(0,r)
g(y)
x y
n
dS (y) for x B
0
(0, r).
Show that
Proof.
Problem 8.
Let u be the solution of
_
_
u = 0 in R
n
+
u = g on R
n
+
given by Poissons formula for the halfspace. Assume g is bounded and g(x) = x for x R
n
+
,
x le1. Show Du is not bounded near x = 0. (Hint: Estimate
u(e
n
)u(0)
.)
Proof: From formula (33) on page 37, we have
u(x) =
2x
n
n(n)
_
R
n
+
g(y)
x y
n
dy,
and u(0) = g(0) = 0. Thus, using hint, we get
u(e
n
) u(0)
=
2
n(n)
_
R
n
+
g(y)
e
n
y
n
dy
=
2
n(n)
_
y1
_
R
n
+
g(y)
e
n
y
n
dy +
2
n(n)
_
y>1
_
R
n
+
g(y)
e
n
y
n
dy
Taking absolute value on both sides, we have
u(e
n
) u(0)
2
n(n)
_
y1
_
R
n
+
g(y)
e
n
y
n
dy
2
n(n)
_
y>1
_
R
n
+
g(y)
e
n
y
n
dy
=I
1
I
2
.
7
Since g is bounded, so it is obvious that I
2
is bounded and independent of . For I
1
, in this case,
g(y) = y, so
I
1
=
2
n(n)
_
y1
_
R
n
+
y
e
n
y
n
dy
2
n(n)
_
y1
_
R
n
+
y
( + y)
n
dy
Note that for xed y,
y
(+y)
n
is increasing when is decreasing to 0, so by Monotone Convergence
theorem, we have
lim
0
2
n(n)
_
y1
_
R
n
+
y
( + y)
n
dy
=
_
y1
_
R
n
+
y
y
n
dy
=
_
B
n1
(0,1)
y
y
n
dy
=
_
1
0
dr
_
B
n1
(0,r)
1
y
n1
dS (y) = C
_
1
0
1
r
n1
r
n2
dr = .
So, Du is unbounded near x = 0.
Problem 10.
Suppose u is smootha nd solves u
t
u = 0 in R
n
(0, ).
(i) Show u
(x, t) := u(x,
2
t) also solves the heat equation for each R.
(ii) Use (i) to show v(x, t) := x Du(x, t) + 2tu
t
(x, t) solves the heat equation as well.
(i) u
t
(x, t) =
2
u
t
(x,
2
t) and u
x
i
(x, t) = u(x,
2
t) for each i. Then u
x
i
x
i
(x, t) =
2
u
x
i
(x,
2
t).
Consequently, u
=
2
u and u
t
u
=
2
(u
t
u), so u
k
x
k
u
x
k
(x
1
, . . . , x
k
,
2
t) + 2tu
t
(x
1
, . . . , x
n
,
2
t) = x D(x,
2
t) + 2tu
t
(x,
2
t).
Taking = 1, we then have that v(x, t) = x Du(x, t) + 2tu
t
(x, t). u is smooth, so the second
derivatives of u(x,
2
t) are continuous, meaning the mixed partials are equal. Therefore,
v
t
v =
t
u(x,
2
t)
u(x,
2
t) =
t
u(x,
2
t)
u(x,
2
t) =
(u
t
u
) = 0,
since u
(z) = 0 (z > 0)
8
b) Show that the general solution of (1) is
v(z) = c
_
z
0
e
s/4
s
1/2
ds + d
c) Dierentiate v(
x
2
t
) with respect to x and select the constant c properly, so as to obtain the funda
mental solution for n = 1.
Solution:
a) Assume that u
t
= u
xx
. Then
u
t
=
x
2
t
2
v
_
x
2
t
_
and
u
xx
= 2v
_
x
2
t
_
+ 4x
2
v
_
x
2
t
_
So u
t
= u
xx
implies that
x
2
t
2
v
_
x
2
t
_
= 2v
_
x
2
t
_
+ 4x
2
v
_
x
2
t
_
or
4x
2
t
2
v
_
x
2
t
_
+
_
2
t
+
x
2
t
2
_
v
_
x
2
t
_
= 0
If we let z =
x
2
t
, we get
4z
t
v
(z) +
_
2
t
+
z
t
_
v
(z) = 0
Multiplying this equation by t gives the desired equality.
For the other direction, reverse the steps, and hence our proof is done.
b)
4zv
+ (2 + z)v
= 0
=
v
=
1
2
1
z
1
4
=
(by integrating) log(v
) = log
z
z
4
+ c
=
v
= Cz
1/2
e
z/4
=
v = C
_
z
0
e
s/4
s
1/2
ds + d
9
as is desired.
c)
v(z) = c
_
z
0
e
s/4
s
1/2
ds + d
=
v
_
x
2
t
_
= c
_ x
2
t
0
e
s/4
s
1/2
ds + d
=
v
_
x
2
t
_
= c
2x
t
e
x
2
4t
_
x
2
t
_
1/2
or
v
_
x
2
t
_
=
2c
t
e
x
2
4t
Now we want to integrate over R and set the integral equal to 1. Thus we get
1 =
2c
t
_
x
2
4t
dx
Letting y =
x
4t
, we get dy = (4t)
1/2
dx and substituting, we get
1 =
2c
t
_
4te
y
2
dy
or
1 = 4c
_
e
y
2
dy
Employing the identity
_
e
y
2
dy =
Thus,
(x, t) : = v
_
x
2
t
_
=
2c
t
e
x
2
4t
=
1
2
t
e
x
2
4t
is easily shown to solve the equation
t
=
xx
_
u
t
u + cu = f in R
n
x(0, )
u = g on R
n
x{t = 0},
where c R.
10
Solution: Set v(x, t) = u(x, t)e
Ct
. Then, v
t
= u
t
e
Ct
+ Ce
Ct
u and v
x
i
x
i
= u
x
i
x
i
e
Ct
.
v
t
v = u
t
e
Ct
+ Ce
Ct
u e
Ct
u
= e
Ct
(u
t
u + Cu)
= e
Ct
f .
So, v is a solution of
_
_
v
t
v = e
Ct
f in R
n
x(0, )
v = g on R
n
x{t = 0},
By (17) (p.51),
v(x, t) =
_
R
n
(x y, t)g(y)dy +
_
t
0
_
R
n
(x y, t s)e
Cs
f (y, s)dyds
where is the fundamental solution of the hear equation. Since v(x, t) = u(x, t)e
Ct
, we have
u(x, t) = e
Ct
_
_
R
n
(x y, t)g(y)dy +
_
t
0
_
R
n
(x y, t s)e
Cs
f (y, s)dyds
_
.
4
_
t
0
1
(t s)
3/2
e
x
2
4(ts)
g(s)ds, x > 0
for a solution of the initial/boundaryvalue problem
_
_
u
t
u
xx
= 0 inR
+
(0, )
u = 0 onR
+
{t = 0},
u = g on{x = 0} [0, ).
Proof. We dene
v(x, t) =
_
_
u(x, t) g(t) x > 0,
u(x, t) + g(t) x 0.
So, we have
v
t
(x, t) =
_
_
u
t
(x, t) g
(t) x > 0,
u
t
(x, t) + g
(t) x 0,
and
v
xx
(x, t) =
_
_
u
xx
(x, t) x > 0,
u
xx
(x, t) x 0.
11
Hence,
_
_
v
t
(x, t) v
xx
(x, t) =
_
_
g
(t) x > 0,
g
(t) x 0.
v(x, 0) = 0,
v(0, t) = 0.
By formula (13) on page 49, we get
v(x, t) =
_
t
0
1
4(t s)
__
0
e
(yx)
2
4(ts)
g
(s)dyds
_
0
e
(yx)
2
4(ts)
g
(s)dyds
_
Note that(page 46 Lemma)
_
4(t s)
e
(yx)
2
4(ts)
dy = 1,
so when x > 0, we let y x = z and obtain
u(x, t) = v(x, t) + g(t)
= v(x, t) +
_
t
0
g
(s)ds
_
4(t s)
e
(yx)
2
4(ts)
dy
= 2
_
t
0
1
4
(t s)
1
2
_
0
e
(yx)
2
4(ts)
dy g
(s)ds
=
_
t
0
1
(t s)
1
2
_
x
e
z
2
4(ts)
dz dg(s)
Integrating by parts, we get
u(x, t) =
1
(t s)
1/2
_
x
e
z
2
4(ts)
dz g(s)
s=t
s=0
_
t
0
g(s)
1
1
2
(t s)
3/2
ds
_
x
e
z
2
4(ts)
dz
_
t
0
g(s)
1
(t s)
1/2
ds
_
x
e
z
2
4(ts)
z
2
4(t s)
2
dz
= I
1
_
t
0
g(s)
1
1
2
(t s)
3/2
ds
_
x
e
z
2
4(ts)
dz
+
_
t
0
g(s)
1
(t s)
1/2
ds
_
x
z
2(t s)
de
z
2
4(ts)
= I
1
_
t
0
g(s)
1
1
2
(t s)
3/2
ds
_
x
e
z
2
4(ts)
dz
+
_
t
0
g(s)
1
4
(t s)
3/2
ds (z) e
z
2
4(ts)

z=
z=x
+
_
t
0
g(s)
1
1
2
(t s)
3/2
ds
_
x
e
z
2
4(ts)
dz
= I
1
+
x
4
_
t
0
1
(t s)
3/2
e
x
2
4(ts)
g(s)ds.
12
Now, we focus on I
1
and dene w
2
to be
z
2
4
,
I
1
= lim
0
+
1
1/2
_
x
e
z
2
4
dz g(t )
= g(t) lim
0
+
1
_
x
2
/4
2e
w
2
dw = 0.
Thus, we proved
u(x, t) =
x
4
_
t
0
1
(t s)
3/2
e
x
2
4(ts)
g(s)ds, x > 0.
Next, we need to show that
lim
x0
+
u(x, t) = g(t).
Note that for any xed > 0.
lim
x0
+
u(x, t) = lim
x0
+
x
4
_
t
t
1
(t s)
3/2
e
x
2
4(ts)
g(s)ds
+ lim
x0
+
x
4
_
t
0
1
(t s)
3/2
e
x
2
4(ts)
g(s)ds
= g(t) lim
x0
+
x
4
_
t
t
1
(t s)
3/2
e
x
2
4(ts)
ds
= g(t) lim
x0
+
x
4
_
0
1
s
3/2
e
x
2
4s
ds
For xed x, we let s = x
2
/w
2
and get
lim
x0
+
u(x, t) = g(t) lim
x0
+
x
2
_
x
2
/
w
3
x
3
e
w
2
4
2x
2
w
3
dw
= g(t) lim
x0
+
1
_
x
2
/
e
w
2
4
dw
= g(t)
1
_
0
e
w
2
4
dw = g(t).
Hence, we are done.
Problem 14. We say v C
2
1
(U
T
) is a subsolution of the heat equation if
v
t
v 0 in U
T
.
(a) Prove for a subsolution v that
v(x, t)
1
4r
n
_ _
E(x,t;r)
v(y, s)
x y
2
(t s)
2
dyds
for all E(x, t; r) U
T
.
(b) Prove that therefore max
U
T
v = max
T
v
13
Solution.
(a) We may well assume upon translating the space and time coordinates that x = 0 and t = 0.
As in the proof of Theorem 3, set
(r) :=
1
r
n
_ _
E(r)
v(y, s)
y
2
s
2
dyds,
(y, s) :=
n
2
log(4s) +
y
2
4s
+ n log r
and derive
(r)
1
r
n+1
_ _
E(r)
4nv
2n
s
n
i=1
v
y
i
y
i
dyds
=
n
i=1
1
r
n+1
_ _
E(r)
4nv
y
i
y
i
2n
s
v
y
i
y
i
dyds = 0.
For 0 < < r,
r
_
(z)dz = (r) () 0.
Hence, (r) lim
0
() = v(0, 0) lim
0
1
n
_ _
E()
y
2
s
2
dyds = 4v(0, 0), and the statement follows.
(b) Suppose there exists a point (x
0
, t
0
) U
T
with u(x
0
, t
0
) = M := max
U
T
u. Then for all
suciently small r > 0, E(x
0
, t
0
; r) U
T
. Using the result proved above, we deduce
M = v(x
0
, t
0
)
1
4r
n
_ _
E(x
0
,t
0
;r)
v(y, s)
x y
2
(t s)
2
dyds M,
since
1 =
1
4r
n
_ _
E(x
0
,t
0
;r)
x
0
y
2
(t
0
s)
2
dyds.
Conclude that u
E(x
0
,t
0
;r)
= M. The argument used in the proof of Theorem 4 will nish the
proof.
Problem 15.
(a) Show the general solution of the PDE u
xy
= 0 is
u(x, y) = F(x) + G(y)
for arbitrary functions F,G.
(b) Using the change of variables = x + t, = x t, show u
tt
u
xx
= 0 if and only if u
= 0.
(c) Use (a),(b) to rederive dAlemberts formula.
Solution:
(a)
u
xy
= 0 u
x
= f (x) u(x, y) =
_
f (x)dx + G(y)
u
yx
= 0 u
y
= g(y) u(x, y) =
_
g(y)dy + F(x)
14
This implies u(x, y) = F(x) + G(y).
(b)
x =
+
2
, y =
2
Dene u := u
_
+
2
,
2
_
u
=
1
2
u
x
+
1
2
u
t
and u
=
1
4
u
xx
1
4
u
xt
+
1
4
u
tx
1
4
u
tt
=
1
4
(u
xx
u
tt
)
Hence, u
= 0 u
tt
u
xx
= 0.
(c)
By (b), u
tt
u
xx
= 0 u
(x) G
(x) = h(x)
Integration
(4) F(x) G(x) =
_
x
0
h(y)dy + C, C:constant.
(2) + (3); F(x) =
1
2
_
g(x) +
_
x
0
h(y)dy + C
_
(2) (3); G(x) =
1
2
_
g(x)
_
x
0
h(y)dy C
_
Thus,
u(x, y) = F(x + t) + G(x t) =
1
2
_
g(x + t) +
_
x+t
0
h(y)dy + C
_
+
1
2
_
g(x t)
_
xt
0
h(y)dy C
_
=
1
2
_
g(x + t) +
_
x+t
0
h(y)dy + C + g(x t) +
_
0
xt
h(y)dy C
_
=
1
2
_
g(x + t) + g(x t)
_
+
1
2
_
x+t
xt
h(y)dy (x R, t 0).
Problem 16.
Assume E = (E
1
, E
2
, E
3
) and B = (B
1
, B
2
, B
3
) solve Maxwells equations:
E
t
= curl B
B
t
= curl E
div B = div E = 0
Show that u
tt
u = 0 where u = B
i
or E
i
for i = 1, 2, 3.
Solution.
15
curl(curl E) = curl(B
t
)
=
_
2
B
3
yt
+
2
B
2
zt
,
2
B
3
xt
+
2
B
1
zt
,
2
B
2
xt
+
B
1
yt
_
=
t
curl B
=
t
E
t
=
2
E
t
2
However, we also know that curl(curl E) = (div E)
2
E =
2
E. Then E
i
satises u
tt
u = 0
for i = 1, 2, 3.
Similarly, curl(curl B) = curl E
t
=
2
B
t
2
, and curl(curl B) = (div B)
2
B =
2
B, so B
i
satises
u
tt
u = 0 for i = 1, 2, 3.
Problem 17.(Equipartition of energy) Let u C
2
(R [0, )) solve the initial value problem for
the wave equation in one dimension:
_
_
u
tt
u
xx
= 0 in R (0, )
u = g; u
t
= h on R {t = 0}.
Suppose g, h have compact support. The kinetic energy is k(t) :=
1
2
_
u
2
t
(x, t)dx and the potential
energy is p(t) :=
1
2
_
u
2
x
(x, t)dx. Prove
(i) k(t) + p(t) is constant in t.
(ii) k(t) = p(t) for all large enough times t.
Proof. (i.) We dene e(t) = k(t) + p(t) =
1
2
_
_
u
2
t
+ u
2
x
_
dx. Since g, h have compact support, so
we have
d e(t)
dt
=
1
2
_
2u
t
u
tt
+ 2u
x
u
xt
dx
_
u
t
u
tt
dx
_
u
xx
u
t
dx
=
_
u
t
(u
tt
u
xx
) dx = 0.
Hence, e(t) e(0).
(ii.)By dAlemberts formula on page 68, we have
u(x, t) =
1
2
_
g(x + t) + g(x t)
_
+
1
2
_
x+t
xt
h(y)dy.
So,
u
t
=
1
2
_
g
(x + t) g
(x t)
_
+
1
2
[h(x + t) + h(x t)] ,
and
u
x
=
1
2
_
g
(x + t) + g
(x t)
_
+
1
2
[h(x + t) h(x t)] .
16
We assume that there exists a positive constant M so that [M, M] supp(g
) and [M, M]
supp(h).
Note that for a xed t > M, M x t M 0 < t M x t + M and M x + t M
t M x t + M < 0.
Thus, when t > M :
(a) 0 < t M x t + M.
Then we have
h(x + t) = g(x + t) = 0.
So,
u
2
t
=
1
4
g
(x t)
2
+
1
4
h(x t)
2
1
2
g
(x t)h(x t) = u
2
x
.
(b) t M x t + M < 0.
Then,
u
2
t
=
1
4
g
(x + t)
2
+
1
4
h(x + t)
2
+
1
2
g
(x + t)h(x + t) = u
2
x
.
(c) Otherwise
g
(x + t) = g
(x t) = h(x + t) = h(x t) = 0.
So, combining all the cases, it is obvious that when t > M, k(t) = p(t).
Problem 18. Let u solve
_
u
tt
u = 0 in R
3
(0, )
u = g, u
t
= h on R
3
{t = 0},
where g, h are smooth and have compact support. Show there exists a constant C such that
u(x, t) C/t (x R
3
, t > 0).
Solution.
From the conditions it follows that there exist R, M > 0 such that spt g, spt h B(0, R) and
g(y) M, Dg(y) M, h(y) M for any y R
3
. Kirchhos formula gives the solution of the
initialvalue problem:
u(x, t) =
B(x,t)
th(y) + g(y) + Dg(y) (y x) dS (y).
Denote by the intersection B(x, t) B(0, R). Observe that the area of is not greater than the
area of the sphere B(0, R). Then, for t > 0, we obtain
B(x,t)
th(y) + Dg(y) (y x) dS (y)
=
1
4t
2
_
B(x,t)B(0,R)
th(y) + Dg(y) (y x) dS (y)
1
4t
2
_
B(x,t)B(0,R)
t h(y) + Dg(y) y x dS (y)
1
4t
2
4R
2
(tM + tM) =
2R
2
M
t
.
17
For t > 1, using the same argument, we get
B(x,t)
g(y) dS (y)
=
1
4t
2
_
B(x,t)B(0,R)
g(y) dS (y)
1
4t
2
4R
2
M =
R
2
M
t
2
R
2
M
t
.
Notice now that the area is not greater than the area of the sphere B(x, t). Then for 0 < t 1,
B(x,t)
g(y) dS (y)
=
1
4t
2
_
B(x,t)B(0,R)
g(y) dS (y)
1
4t
2
4t
2
M
M
t
.
Without loss of generality, we can take R > 1. Then, combining the estimates obtained above, we
conclude u(x, t)
3R
2
M
t
.
Evans PDE Solutions, Chapter 5
Alex: 4, Helen: 5, Rob H.: 1
Problem 1.
Suppose k {0, 1, . . .}, 0 < < 1. Prove C
k,
(
U) is a Banach space.
Solution:
1. First we show that  
C
k,
(
U)
is a norm, where we recall that
u
C
k,
(
U)
=
k
D
u
C(
U)
+
=k
[D
u]
C
0,
(
U)
,
and
[u]
C
0,
(
U)
= sup
xyU
_
u(x) u(y)
x y
_
.
For the sake of opaqueness we now omit subscripts on all norms unless it is unclear from context.
2. For any R we have rst
[u] = sup
x,yU
u(x) u(y)
x y
=  sup
x,yU
u(x) u(y)
x y
=  [u] ,
and certainly
D
(u)
C(
U)
= D
u =  D
u .
So
u =
k
D
(u) +
=k
[D
(u)]
= 
k
D
u + 
=k
[D
u]
=  u .
3. If u = 0 it is obvious that u = 0. On the other hand, u = 0 implies that
D
u
C(
U)
= 0
18
for every  k. In particular this is true for = 0 so that the supremum of D
0
u = u on U is 0, i.e.
u 0.
4. Finally we must prove the triangle inequality. We know the triangle inequality is true for the sup
norm  
C(
U)
. We can also see that for any which makes sense
[D
(u + v)] = [D
u + D
v] [D
u] + [D
v] .
Therefore we can easily conclude
u + v =
k
D
(u + v) +
=k
[D
(u + v)]
k
(D
u + D
v) +
=k
([D
u] + [D
v])
= u + v.
5. We need only show that C
k,
(U) is complete. So let {u
m
} be a Cauchy sequence. Then {u
m
(x){
is a Cauchy sequence for every x, so dene u to be the pointwise limit of the u
m
. Now if V is any
bounded subset of U, then
V is compact, so that u
m
u uniformly on any V. Since the u
m
are
uniformly continuous on
V by assumption, this implies that u is uniformly continuous on
V as well
(and so, a fortiori u C(U)). Therefore u C(
U).
What we would really like would be to have u C
k
(
U). But similar arguments show that u has
derivatives D
u
m
were.
This leaves us with only showing that the norm of u is nite, so that in fact u C
k,
(U). But for
every n we have
u
n
u =
k
sup
xU
D
u
n
(x) D
u(x) +
=k
sup
x,yU
D
u
n
(x) D
u
n
(y) D
u(x) + D
u(y)
x y
= lim
m
_
k
sup
xU
D
u
n
(x) D
u
m
(x) +
=k
sup
x,yU
D
u
n
(x) D
u
n
(y) D
u
m
(x) + D
u
m
(y)
x y
_
= lim
m
u
n
u
m
.
In particular, since {u
m
} is Cauchy there is some N so that n, m N implies u
n
u
m
 1. Letting
m approach , this implies that u
N
u < 1. Now the triangle inequality applies to give
u u
N
u + u
N
 < 1 + u
N
 < .
Problem 4.
Assume U is bounded and U
_
N
i=1
V
i
. Show there exist C
functions
i
(i = 1, . . . , N) such that
_
_
0
1
1, supp
i
V
i
i = 1, . . . , N
_
N
i=1
i
= 1 on U.
The functions {
i
}
N
1
for a partition of unity.
19
Solution. Assume U is bounded and U
_
N
i=1
V
i
. Without loss of generality, we may assume
that the V
i
are open, for if they are not, we can replace V
i
by its interior. We note that, since U is
bounded, U is compact. Each x U has a compact neighbourhood N
x
contained in V
i
for some i.
Then {N
x
} is an open cover of U, which then has a nite subcover N
x
1
, . . . , N
x
n
. We now let F
i
be
the union of the N
x
k
contained in V
i
. F
i
is the compact since it is the nite union of compact sets.
The C
N
1
= 1 , so
_
N+1
1
i
> 0 everywhere. We then take
i
=
i
_
N+1
1
j
as our partition of unity.
Problem 5 (Helen) Prove that if n = 1 and u W
1, p
(0, 1) for some 1 p < , then u is equal a.e.
to an absolutely continuous function, and u
c
((0, 1)) .
Note that v L
p
(0, 1), so by H olders inequality, we have v
L
1 v
L
p 1
L
q < , which means
v L
1
(0, 1). Thus, we can dene function f (x) on (0, 1) by the following formula
f (x) = u(
1
2
) +
_
x
1
2
v(t)dt, x (0, 1).
According to the Fundamental Theorem of Calcalus, f is absolutely continuous. Now we will
prove u = f a.e.
By the denition of f , we have f
c
((0, 1)) we get
_
(0,1)
f Ddx =
_
(0,1)
f
dx =
_
(0,1)
vdx.
Therefore,
_
(0,1)
( f u) Ddx = 0 C
c
((0, 1)) ,
which means u = f + const. And note that u(
1
2
) = f (
1
2
), hence u = f a.e. So u
= v a.e., so u
L
p
(0, 1).